#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.101

#include <Macros.h>
#include <CoVector.h>
#include <CoMatrix.h>
#include <CoCube.h>
#include <ValueHelpers.h>
#include <Settings.h>

#pragma unmanaged 
#include <ql\experimental\mcbasket\longstaffschwartzmultipathpricer.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;

using namespace Cephei::QL::Math;
using namespace Cephei::QL::Methods::Montecarlo;
#undef HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Experimental { namespace Mcbasket {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of ILongstaffSchwartzMultiPathPricer
	public ref class CLongstaffSchwartzMultiPathPricer : 
            public System::MarshalByRefObject,
            public Cephei::QL::Experimental::Mcbasket::ILongstaffSchwartzMultiPathPricer
	{
	protected: 
		boost::shared_ptr<QuantLib::LongstaffSchwartzMultiPathPricer>* _ppLongstaffSchwartzMultiPathPricer;
        boost::detail::spinlock* _pSpinlock;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::LongstaffSchwartzMultiPathPricer>* _phLongstaffSchwartzMultiPathPricer;
#endif
		Object^ _LongstaffSchwartzMultiPathPricerOwner;     // reference to object that manages the storage for this object
	internal:
		CLongstaffSchwartzMultiPathPricer (Cephei::QL::Experimental::Mcbasket::IPathPayoff^ payoff, Cephei::IVector<UInt64>^ timePositions, Cephei::QL::Math::IArray^ discounts, UInt64 polynomOrder, QL::Methods::Montecarlo::LsmBasisSystem::PolynomTypeEnum polynomType);
        CLongstaffSchwartzMultiPathPricer (boost::shared_ptr<QuantLib::LongstaffSchwartzMultiPathPricer>& childNative, Object^ owner);
        CLongstaffSchwartzMultiPathPricer (QuantLib::LongstaffSchwartzMultiPathPricer& childNative, Object^ owner);
        CLongstaffSchwartzMultiPathPricer (CLongstaffSchwartzMultiPathPricer^ copy);
        CLongstaffSchwartzMultiPathPricer (System::Type^ t);
#ifdef STRUCT
        CLongstaffSchwartzMultiPathPricer (QuantLib::LongstaffSchwartzMultiPathPricer childNative);
#endif       
#ifdef HANDLE
		CLongstaffSchwartzMultiPathPricer (QuantLib::Handle<QuantLib::LongstaffSchwartzMultiPathPricer>& childNative, Object^ owner);
		CLongstaffSchwartzMultiPathPricer (QuantLib::Handle<QuantLib::LongstaffSchwartzMultiPathPricer> childNative);
#endif
		virtual ~CLongstaffSchwartzMultiPathPricer ();
		!CLongstaffSchwartzMultiPathPricer ();

	internal:
		QuantLib::LongstaffSchwartzMultiPathPricer& GetReference ();
		boost::shared_ptr<QuantLib::LongstaffSchwartzMultiPathPricer>& GetShared ();
		QuantLib::LongstaffSchwartzMultiPathPricer* GetPointer ();
        void SetLongstaffSchwartzMultiPathPricer (boost::shared_ptr<QuantLib::LongstaffSchwartzMultiPathPricer> native)
        {
            if (_ppLongstaffSchwartzMultiPathPricer != NULL)
                delete _ppLongstaffSchwartzMultiPathPricer;
            _ppLongstaffSchwartzMultiPathPricer = new boost::shared_ptr<QuantLib::LongstaffSchwartzMultiPathPricer> (native);
            
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::LongstaffSchwartzMultiPathPricer>& GetHandle ();
#endif
		virtual bool HasNative () ;
		void Lock ()
		{
			if (Cephei::QL::Settings::_ReferenceLocking)
    			_pSpinlock->lock ();
		}
		void Unlock ()
		{
			_pSpinlock->unlock ();
		}
    public:
        property Cephei::QL::Experimental::Mcbasket::ILongstaffSchwartzMultiPathPricer^ Calibrate 
        {
		    virtual Cephei::QL::Experimental::Mcbasket::ILongstaffSchwartzMultiPathPricer^ get () ;
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
	public ref class CLongstaffSchwartzMultiPathPricer_Factory : public System::MarshalByRefObject,  public ILongstaffSchwartzMultiPathPricer_Factory
	{
	public:
        virtual ILongstaffSchwartzMultiPathPricer^ Create (Cephei::QL::Experimental::Mcbasket::IPathPayoff^ payoff, Cephei::IVector<UInt64>^ timePositions, Cephei::QL::Math::IArray^ discounts, UInt64 polynomOrder, QL::Methods::Montecarlo::LsmBasisSystem::PolynomTypeEnum polynomType);
    };
   
/*Cephei*/ } /*QL*/ } /*Experimental*/ } /*Mcbasket */}
